Pages that link to "Item:Q5467663"

The following pages link to Asymptotics of ruin probabilities for controlled risk processes in the small claims case (Q5467663):

Displaying 34 items.

• Optimal investment under transaction costs for an insurer (Q487570) (← links)
• Optimal proportional reinsurance and investment in a stock market with Ornstein-Uhlenbeck process (Q634007) (← links)
• Optimal multi-asset investment with no-shorting constraint under mean-variance criterion for an insurer (Q646755) (← links)
• Upper bound for finite-time ruin probability in a Markov-modulated market (Q646756) (← links)
• Optimal reinsurance and investment with unobservable claim size and intensity (Q743155) (← links)
• Optimal investment for an insurer with exponential utility preference (Q865611) (← links)
• Asymptotic and numerical analysis of the optimal investment strategy for an insurer (Q865616) (← links)
• Controlled risk processes in discrete time: lower and upper approximations to the optimal probability of ruin (Q882869) (← links)
• On ruin probability minimization under excess reinsurance (Q926660) (← links)
• An optimal investment strategy with maximal risk aversion and its ruin probability (Q1006559) (← links)
• Upper bounds for ruin probabilities under stochastic interest rate and optimal investment strategies (Q1757966) (← links)
• Optimal control of risk exposure, reinsurance and investments for insurance portfolios (Q1888891) (← links)
• Restricted coherent risk measures and actuarial solvency (Q1929899) (← links)
• Dynamic proportional reinsurance and approximations for ruin probabilities in the two-dimensional compound Poisson risk model (Q1936035) (← links)
• Optimal investment and proportional reinsurance strategy under the mean-reverting Ornstein-Uhlenbeck process and net profit condition (Q2076416) (← links)
• The restricted convex risk measures in actuarial solvency (Q2343100) (← links)
• Optimal investment and proportional reinsurance in the Sparre Andersen model (Q2391925) (← links)
• Exponential change of measure for general piecewise deterministic Markov processes (Q2423855) (← links)
• Optimal investment with multiple risky assets under short-selling prohibition in a periodic environment (Q2439874) (← links)
• An optimal investment strategy with maximal risk aversion and its ruin probability in the presence of stochastic volatility on investments (Q2445986) (← links)
• On optimal investment and subexponential claims (Q2483945) (← links)
• Optimal Control of Capital Injections by Reinsurance with a Constant Rate of Interest (Q3094689) (← links)
• Optimal investment and proportional reinsurance with constrained control variables (Q3098479) (← links)
• ESTIMATION OF VALUE AT RISK AND RUIN PROBABILITY FOR DIFFUSION PROCESSES WITH JUMPS (Q3393972) (← links)
• Optimisation in Non-Life Insurance (Q3424145) (← links)
• Ruin probability in a risk model with variable premium intensity and risky investments (Q3458962) (← links)
• Asymptotic optimal investment under interest rate for a class of subexponential distributions (Q4576874) (← links)
• Expected exponential utility maximization of insurers with a Linear Gaussian stochastic factor model (Q4583608) (← links)
• Authors’ Reply: On The Decomposition Of The Ruin Probability For A Jump-Diffusion Surplus Process Compounded By A Geometric Brownian Motion - Discussion by Hailiang Yang (Q5018724) (← links)
• Sub-optimal investment for insurers (Q5077500) (← links)
• Asymptotic Investment Behaviors under a Jump-Diffusion Risk Process (Q5379206) (← links)
• Optimal reinsurance–investment problem in a constant elasticity of variance stock market for jump‐diffusion risk model (Q5414522) (← links)
• Optimal Proportional Reinsurance and Ruin Probability (Q5423134) (← links)
• Multiple per-claim reinsurance based on maximizing the Lundberg exponent (Q6072263) (← links)